+203.4%
URI vs BURL
-11.0%
+214.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.8% |
| 7D | -2.0% | -2.8% | +0.8% | -1.2% |
| 30D | -12.9% | -28.2% | +15.2% | -4.4% |
| 3M | -6.7% | -17.6% | +10.9% | -2.1% |
| 6M | +19.0% | -11.8% | +30.8% | +21.4% |
| YTD | +25.5% | -8.1% | +33.7% | +26.1% |
| 1Y | +5.5% | -12.0% | +17.5% | +6.5% |
| 3Y | +111.3% | +63.3% | +48.0% | +71.0% |
| All | +203.4% | -11.0% | +214.4% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling